+601.4%
MPC vs FTV
+18.0%
+583.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +9.4% | +3.7% | +5.7% | +8.0% |
| 30D | -13.4% | +16.8% | -30.3% | -18.4% |
| 3M | +18.9% | +10.4% | +8.5% | +14.2% |
| 6M | +64.9% | +12.8% | +52.1% | +56.0% |
| YTD | +156.8% | +23.3% | +133.5% | +131.3% |
| 1Y | +113.2% | +31.0% | +82.2% | +86.5% |
| 3Y | +201.8% | +38.6% | +163.2% | +153.7% |
| 5Y | +601.4% | +17.6% | +583.8% | +508.2% |
| All | +601.4% | +18.0% | +583.4% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling